-48.0%
ORN vs VT
+355.4%
-403.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.2% |
| 7D | -13.9% | -0.1% | -13.8% | -13.5% |
| 30D | -17.0% | -3.1% | -14.0% | -13.3% |
| 3M | -22.5% | -3.5% | -19.0% | -18.4% |
| 6M | -49.1% | +0.5% | -49.5% | -48.5% |
| YTD | -23.6% | +10.8% | -34.4% | -31.3% |
| 1Y | -26.2% | +11.9% | -38.1% | -34.1% |
| 3Y | +54.0% | +73.0% | -19.0% | -16.9% |
| 5Y | +62.5% | +58.6% | +3.9% | -4.5% |
| 10Y | -14.7% | +219.2% | -233.9% | -78.7% |
| All | -48.0% | +355.4% | -403.5% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling